NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 3.600 3.484 -0.116 -3.2% 3.681
High 3.600 3.535 -0.065 -1.8% 3.741
Low 3.475 3.435 -0.040 -1.2% 3.549
Close 3.490 3.523 0.033 0.9% 3.613
Range 0.125 0.100 -0.025 -20.0% 0.192
ATR 0.112 0.111 -0.001 -0.8% 0.000
Volume 20,911 31,048 10,137 48.5% 158,130
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.798 3.760 3.578
R3 3.698 3.660 3.551
R2 3.598 3.598 3.541
R1 3.560 3.560 3.532 3.579
PP 3.498 3.498 3.498 3.507
S1 3.460 3.460 3.514 3.479
S2 3.398 3.398 3.505
S3 3.298 3.360 3.496
S4 3.198 3.260 3.468
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.210 4.104 3.719
R3 4.018 3.912 3.666
R2 3.826 3.826 3.648
R1 3.720 3.720 3.631 3.677
PP 3.634 3.634 3.634 3.613
S1 3.528 3.528 3.595 3.485
S2 3.442 3.442 3.578
S3 3.250 3.336 3.560
S4 3.058 3.144 3.507
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.711 3.435 0.276 7.8% 0.109 3.1% 32% False True 33,280
10 3.741 3.435 0.306 8.7% 0.119 3.4% 29% False True 30,925
20 3.881 3.435 0.446 12.7% 0.109 3.1% 20% False True 26,894
40 4.153 3.435 0.718 20.4% 0.106 3.0% 12% False True 22,975
60 4.500 3.435 1.065 30.2% 0.100 2.8% 8% False True 19,371
80 4.580 3.435 1.145 32.5% 0.101 2.9% 8% False True 16,157
100 4.958 3.435 1.523 43.2% 0.099 2.8% 6% False True 13,836
120 4.958 3.435 1.523 43.2% 0.100 2.8% 6% False True 11,884
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.960
2.618 3.797
1.618 3.697
1.000 3.635
0.618 3.597
HIGH 3.535
0.618 3.497
0.500 3.485
0.382 3.473
LOW 3.435
0.618 3.373
1.000 3.335
1.618 3.273
2.618 3.173
4.250 3.010
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 3.510 3.562
PP 3.498 3.549
S1 3.485 3.536

These figures are updated between 7pm and 10pm EST after a trading day.

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